//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov chain"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
Volatility
Markov chain
82
Markov-Kette
82
Forecasting model
33
Prognoseverfahren
33
Theorie
29
Theory
29
Estimation
20
Schätzung
20
Time series analysis
19
Zeitreihenanalyse
19
Volatilität
16
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
ARCH-Modell
12
Bayes-Statistik
11
Bayesian inference
11
Capital income
11
Kapitaleinkommen
11
Estimation theory
8
Schätztheorie
8
Business cycle
7
Konjunktur
7
Stochastic process
7
Stochastischer Prozess
7
Inflation
6
Modellierung
6
Scientific modelling
6
Autocorrelation
5
Autokorrelation
5
Business cycle turning point
5
Börsenkurs
5
Economic indicator
5
Konjunktureller Wendepunkt
5
Share price
5
USA
5
United States
5
VAR model
5
VAR-Modell
5
more ...
less ...
Online availability
All
Undetermined
12
Free
1
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
21
Language
All
English
21
Author
All
Ma, Feng
3
So, Mike Ka-pui
3
Chen, Cathy W. S.
2
Chevallier, Julien
2
Lin, Edward M. H.
2
Lu, Xinjie
2
Asai, Manabu
1
Azhar Mohamad
1
Bunn, Derek W.
1
Caputo, Rodrigo
1
Chang, Kuang-Liang
1
Chen, Dipeng
1
Chen, Miao-Ling
1
Gatumel, Mathieu
1
Gefang, Deborah
1
Gerlach, Richard
1
Goutte, Stéphane
1
Hall, Stephen G.
1
Hsu, Ching-Chi
1
Huang, Tara F. J.
1
Ielpo, Florian
1
Inani, Sarveshwar Kumar
1
Jiang, Yue
1
Karathanasopoulos, Andreas
1
Kim, Young Min
1
Kolkiewicz, Adam W.
1
Lam, Kin
1
Lee, Seojin
1
Li, Ming-yuan Leon
1
Li, Pan
1
Li, Raymond W. M.
1
Li, Tao
1
Li, Wai Keung
1
Lin, Hsiou-wei William
1
Liu, Jing
1
Liu, Li
1
Liu, Zhichao
1
Lo, Chia Chun
1
Men, Zhongxian
1
Merika, Anna
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of forecasting
Energy economics
35
Economic modelling
25
Applied economics
22
Finance research letters
21
Journal of empirical finance
21
Journal of econometrics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
International journal of forecasting
17
The North American journal of economics and finance : a journal of financial economics studies
17
International review of financial analysis
16
Quantitative finance
14
Economics letters
12
International journal of theoretical and applied finance
12
International review of economics & finance : IREF
12
Journal of banking & finance
11
Review of quantitative finance and accounting
11
The European journal of finance
11
Computational economics
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of finance & economics : IJFE
8
The journal of futures markets
8
Applied financial economics
7
Applied mathematical finance
7
Journal of risk and financial management : JRFM
7
Research in international business and finance
7
International Journal of Financial Studies : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Econometrics : open access journal
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
International journal of economics and finance
5
International journal of financial engineering
5
Annals of finance
4
Econometric theory
4
Emerging markets review
4
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
3
Inflation forecasting with rolling windows : an appraisal
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 827-851
Persistent link: https://www.econbiz.de/10014554042
Saved in:
4
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
5
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
6
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
7
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
8
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
9
Asymmetric effect of advertising on the Chinese stock market
Hsu, Ching-Chi
;
Chen, Miao-Ling
- In:
Applied economics letters
26
(
2019
)
2
,
pp. 157-162
Persistent link: https://www.econbiz.de/10012204156
Saved in:
10
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->